+146.1%
KR vs USFD
+347.2%
-201.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.6% | +1.7% | +2.9% | +4.5% |
| 30D | +12.2% | +10.2% | +2.1% | +11.5% |
| 3M | +24.6% | -1.5% | +26.0% | +24.6% |
| 6M | +8.2% | +27.3% | -19.2% | +6.5% |
| YTD | +15.3% | +44.0% | -28.7% | +12.5% |
| 1Y | +9.8% | +50.4% | -40.6% | +6.9% |
| 3Y | +71.4% | +153.6% | -82.2% | +61.9% |
| 5Y | +85.1% | +219.0% | -133.9% | +72.0% |
| 10Y | +159.4% | +361.5% | -202.1% | +130.8% |
| All | +146.1% | +347.2% | -201.1% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling